Creating a JSON Web Token JWT for Microsoft

We are trying to create a JWT in order to get oauth2 token from login.microsoftonline.com and then use that token to get key/secret from an Azure Key Vault.

It seemed like it would be quite straightforward by using the Create method of class  %Net.JSON.JWT

But already trying to set the first header parameter alg PS256 as specified by https://learn.microsoft.com/en-us/entra/identity-platform/certificate-cr... becomes a problem. Just to test, I do this:

set JOSE = {
 "alg": "PS256"
}

and then using that and an arbitrary claims as parameters in Create method gives this

"Unsupported JOSE algorithm: PS256"

Changing from PS256 to RS384, for instance. makes that error go away so before going any further I already wonder if this is doable at all - at least by using that class and method? Any help or suggestions are welcome!